Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data

DOI10.1515/SPMA-2016-0020zbMATH Open1392.62028OpenAlexW2357821705MaRDI QIDQ287607FDOQ287607

Authors: S. J. Haslett 

Publication date: 23 May 2016

Published in: Special Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/spma-2016-0020

Recommendations

• Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
• Positive definite estimators of large covariance matrices
• On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices
• Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
• Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
• scientific article; zbMATH DE number 4192862
• scientific article; zbMATH DE number 4110855
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
• Positive definiteness of sample variance matrix and its applications
• Positive-definite thresholding estimators of covariance matrices with zeros

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Positive matrices and their generalizations; cones of matrices (15B48)

Cites Work

• Model assisted survey sampling
• Title not available (Why is that?)
• A Generalization of Sampling Without Replacement From a Finite Universe
• Title not available (Why is that?)
• Sampling Statistics
• Equality of BLUEs or BLUPs under two linear models using stochastic restrictions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Cauchy's interlace theorem and lower bounds for the spectral radius
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analysis of Survey Data
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• On strict positive definiteness of product and product-sum covariance models
• Title not available (Why is that?)
• Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
• Best linear unbiased estimation for varying probability with and without replacement sampling

This page was built for publication: Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q287607)